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NANO-X IMAGING LTD Ordinary Shares NNOX

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Market datapartial · fetched 2026-11-12T03:03:41.521Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-01-15

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-12T00:59:19.747278338Z

FundamentalsAlpha Vantage · unavailable

Share price$0.37
1D-3.4%
AH$0.34$0.38$0.41$0.44$0.475:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNNOX
Sold putSold callAH

NANO-X IMAGING LTD Ordinary Shares options

Live interpolated NNOX call and put midpoint premiums by absolute delta.NANO-X IMAGING LTD Ordinary Shares$0.01$0.19$0.36$0.54$0.72$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICENNOX PRICE$0.03$0.03$0.04$0.04$0.05$0.39$0.42$0.45$0.48$0.51$0.54$0.57$0.60$0.63$0.66
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ2.24267.7%511.8%0.52490.5%64.1%
25Δ1.85239.4%408.0%0.57464.4%58.6%
30Δ1.46211.1%304.2%0.62438.3%53.0%
35Δ1.07182.8%200.4%0.67412.1%47.4%
40Δ0.68154.6%96.6%0.73386.0%41.9%
45Δ0.78359.8%36.3%
50Δ0.83333.7%30.7%
55Δ0.88307.5%25.2%
60Δ0.93281.4%19.6%
65Δ0.98255.2%14.0%
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
2.24
IV
267.7%
B/E move
511.8%
Puts
Pseudo strike
0.52
IV
490.5%
B/E move
64.1%

25Δ

Calls
Pseudo strike
1.85
IV
239.4%
B/E move
408.0%
Puts
Pseudo strike
0.57
IV
464.4%
B/E move
58.6%

30Δ

Calls
Pseudo strike
1.46
IV
211.1%
B/E move
304.2%
Puts
Pseudo strike
0.62
IV
438.3%
B/E move
53.0%

35Δ

Calls
Pseudo strike
1.07
IV
182.8%
B/E move
200.4%
Puts
Pseudo strike
0.67
IV
412.1%
B/E move
47.4%

40Δ

Calls
Pseudo strike
0.68
IV
154.6%
B/E move
96.6%
Puts
Pseudo strike
0.73
IV
386.0%
B/E move
41.9%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.78
IV
359.8%
B/E move
36.3%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.83
IV
333.7%
B/E move
30.7%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.88
IV
307.5%
B/E move
25.2%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.93
IV
281.4%
B/E move
19.6%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.98
IV
255.2%
B/E move
14.0%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations